---
title: Dollar Shorting and Stock Market Surge
url: https://www.ml-quant.com/papers/ssrn/4548592/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4548592
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4548592
featured: 2023-08-24
citations: unknown
topic: Derivatives & Volatility
---


# Dollar Shorting and Stock Market Surge

The research shows that global market shocks significantly affect the hedging behavior of institutional investors, leading to the sale of US dollar forwards and exchange rate appreciation.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4548592
- Identifier: SSRN 4548592
- Released: 2023-01-24
- First featured: Quant Letter No. 13 (2023-08-24): https://www.ml-quant.com/issues/2023-08-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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